-82.1%
TMF vs UDR
+54.6%
-136.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.4% |
| 7D | -9.3% | -0.4% | -8.9% | -9.3% |
| 30D | +1.9% | +7.8% | -5.8% | +1.8% |
| 3M | -11.2% | -2.8% | -8.5% | -11.2% |
| 6M | -17.7% | -1.4% | -16.3% | -17.7% |
| YTD | -24.5% | +3.4% | -27.9% | -24.6% |
| 1Y | -29.4% | +9.9% | -39.3% | -29.6% |
| 3Y | -33.4% | +28.5% | -61.9% | -32.2% |
| 5Y | -88.7% | -20.5% | -68.2% | -89.5% |
| All | -82.1% | +54.6% | -136.8% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling